Delek US Backtesting

Delek US Holdings Inc -- USA Stock  

USD 37.94  0.39  1.02%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Delek US Holdings Inc and determine expected loss or profit from investing in Delek US over given investment horizon. Additionally see Delek US Hype Analysis, Delek US Correlation, Delek US Valuation, Delek US Volatility as well as analyze Delek US Alpha and Beta and Delek US Performance
 Time Horizon     30 Days    Login   to change

Delek US 'What if' Analysis

December 20, 2017
No Change 0.00  0.0%
In 31 days
January 19, 2018
If you would invest  0.00  in Delek US on December 20, 2017 and sell it all today you would earn a total of 0.00 from holding Delek US Holdings Inc or generate 0.0% return on investment in Delek US over 30 days. Delek US is related to or competes with Antero Resources, BP plc, CJ Energy, Diamond Offshore, and Ecopetrol S. Delek US Holdings Inc operates in three segments Refining Logistics and Retail

Delek US Upside/Downside Indicators


Delek US Market Premium Indicators

Delek US Holdings lagged returns against current returns

 Current and Lagged Values 

Delek US regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Delek US Holdings Backtested Returns

Macroaxis considers Delek US not too volatile given 1 month investment horizon. Delek US Holdings secures Sharpe Ratio (or Efficiency) of 0.379 which denotes Delek US Holdings had 0.379% of return per unit of risk over the last 1 month. Our philosophy towards predicting volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. By reviewing Delek US Holdings technical indicators you can presently evaluate if the expected return of 0.6399% is justified by implied risk. Please utilize Delek US Holdings Coefficient Of Variation of 230.12, Mean Deviation of 1.46 and Downside Deviation of 1.36 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Delek US holds performance score of 24. The firm shows Beta (market volatility) of -1.5419 which denotes to the fact that as returns on market increase, returns on owning Delek US are expected to decrease by larger amounts. On the other hand, during market turmoil, Delek US is expected to significantly outperform it.. Although it is vital to follow to Delek US Holdings historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy towards predicting future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. We have found twenty-one technical indicators for Delek US Holdings Inc which you can use to evaluate performance of the firm. Please utilizes Delek US Holdings Treynor Ratio, and the relationship between Variance and Potential Upside to make a quick decision on weather Delek US price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.76 

Good predictability

Delek US Holdings Inc has good predictability. Overlapping area represents the amount of predictability between Delek US time series from December 20, 2017 to January 4, 2018 and January 4, 2018 to January 19, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Delek US Holdings price movement. The serial correlation of 0.76 indicates that around 76.0% of current Delek US price fluctuation can be explain by its past prices.
Correlation Coefficient 0.76
Spearman Rank Test 0.65
Price Variance 0.87
Lagged Price Variance 0.78

Delek US Lagged Returns

 Regressed Prices 

Delek US Performance vs DOW

The median price of Delek US for the period between Wed, Dec 20, 2017 and Fri, Jan 19, 2018 is 36.25 with a coefficient of variation of 5.31. The daily time series for the period is distributed with a sample standard deviation of 1.9, arithmetic mean of 35.88, and mean deviation of 1.52. The Stock received some media coverage during the period.
Price Growth (%)  
Exercise or conversion by Ezra Yemin of 134400 shares of Del...01/19/2018